Identical triplets occur when a Morula or Blastocyte breaks into 3 Morulas, the resulting babies are all genetically identical. These are called Monozygotic Triplets.
Monozygotic siblings share a Placenta and may share other In-Utero features: Chorion, Amniotic Sacks, Themselves...

Conjoined Triplets occur when the Embryo splits after it has already formed a full Embryonic disk. Conjoined babies are the result if Cleavage 12-15 days after conception. Conjoined Siblings are always identical
in the last 200 years 3 sets of Conjoined Triplets have been born...